`
Related Pages for BIOCON
[--[65.84.65.76]--]
BIOCON
Biocon Limited.
367.85 -1.35 (-0.37%)

Option Chain for BIOCON

11 Dec 2024 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 2500
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 91.00 0.00 290 -0.15 0.10 50.47 24 -1 51 -0.01
0.00 0 0 0 0.00 33.80 0.00 295 0.00 1.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 65.50 0.00 300 0.00 0.25 49.63 3 1 324 -0.02
0.00 0 0 0 0.00 27.60 0.00 305 0.00 2.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 70.75 0.00 310 -0.15 0.25 43.28 7 -1 106 -0.02
0.00 0 0 0 0.00 52.55 0.00 315 0.00 0.30 0.00 0 0 0 0.00
0.00 0 0 0 0.00 48.30 0.00 320 -0.25 0.35 38.07 39 -5 410 -0.03
0.00 0 -1 0 0.00 43.95 0.00 325 0.00 0.95 0.00 0 6 0 0.00
0.85 77 0 2 54.78 41.60 3.60 330 -0.15 0.75 36.32 44 -12 543 -0.06
0.00 0 -3 0 0.00 34.30 0.00 335 -0.40 0.95 34.30 81 16 152 -0.08
0.84 94 0 5 42.48 31.25 -0.10 340 -0.25 1.35 33.27 123 6 320 -0.11
0.76 15 -1 2 49.79 28.95 2.15 345 -0.50 1.70 31.05 166 59 144 -0.14
0.79 223 -1 7 32.94 21.45 -1.15 350 -0.45 2.45 30.24 445 20 622 -0.19
0.72 19 1 4 32.79 17.75 -1.25 355 -0.50 3.50 29.55 121 31 236 -0.26
0.66 211 -1 107 30.07 13.70 -1.75 360 -0.40 4.90 28.89 357 19 429 -0.33
0.57 109 -1 129 29.77 10.65 -1.60 365 -0.30 6.85 28.73 154 9 376 -0.42
0.49 697 48 804 29.50 8.05 -1.75 370 -0.10 9.30 28.71 273 14 428 -0.52
0.40 372 31 363 30.11 6.15 -1.40 375 -0.15 12.20 28.68 103 1 145 -0.61
0.32 1,166 54 891 30.38 4.55 -1.25 380 0.00 15.70 29.28 60 0 522 -0.69
0.25 463 16 287 31.26 3.45 -0.95 385 -2.10 17.25 18.40 2 0 66 -0.88
0.20 920 51 480 31.86 2.55 -0.75 390 -4.15 21.30 - 1 0 44 -
0.16 353 4 123 33.17 2.00 -0.70 395 0.00 30.35 0.00 0 2 0 0.00
0.13 2,818 48 352 34.90 1.65 -0.55 400 -2.30 29.55 - 4 2 95 -
0.10 376 -6 113 35.66 1.25 -0.45 405 0.00 39.20 0.00 0 0 0 0.00
0.08 729 47 211 36.44 0.95 -0.35 410 0.00 40.95 0.00 0 -4 0 0.00
0.07 154 35 133 38.55 0.85 -0.20 415 6.70 46.50 29.45 3 2 3 -0.97
0.05 495 -25 142 39.22 0.65 -0.15 420 0.00 45.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 425 0.00 0.00 0.00 0 0 0 0.00
0.03 352 -11 57 39.97 0.35 -0.15 430 0.00 62.80 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 435 0.00 0.00 0.00 0 0 0 0.00
0.03 105 -4 8 43.16 0.30 0.00 440 0.00 66.50 0.00 0 0 0 0.00
9,748 5,016
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.